My favorite directors, at least today, are John Ford, Stanley Kubrick and Martin Scorsese.
So limiting it solely to directors who are objectively great, what is the first of their films that you saw, and why did it, or didn't it, cause you to want to see every other film they ever made?
(As a caveat, you can eliminate movies you may have seen when you were a kid flipping stations. I figure I saw lots of Ford flicks without really putting them in terms of matinees.)
For me:
Ford, How Green Was My Valley. I think this flick is relatively underestimated in terms of his whole body of work. It chased me over to Darling Clementine, and that was that. For some reason the clouds in that flick really struck me.
Kubrick: 2001. I don't think it chased me to the rest of his stuff. It was probably around Full Metal Jacket where I went back and started watching all of his stuff and liking it all. Need to watch Spartacus on the big screen one of these days.
Scorsese: Taxi Driver, and then watched whatever came out next. Went back to see Alice Doesn't Live Here Anymore, which I'm glad I didn't see first, because I just think its awful and shrill.